Original title: Vícerozměrné kopule
Translated title: Multivariate copulas
Authors: Jirsák, Čeněk ; Hlávka, Zdeněk (advisor) ; Jurczyk, Tomáš (referee)
Document type: Bachelor's theses
Year: 2008
Language: cze
Abstract: Nazev prace: Viccrozmerne kopnle Antor: Cenck Jirsak Katedra : Katedra pravdepodobnosti a matematicke statistiky Vcdouci bakalafske prace: Mgr. Zdcnck Hlavka, Ph.D e-mail vedonciho: hltivkaAkarliii.inff.cnni.cz Pracc sc zabyva zakladiiimi matematickymi vlastnostmi viccrozmernych ko- puli. Skrze Sklarovu vetu mini kopulc poskytuji nastroj na konstrukci vicc- rozmcrnych pravdcpodobnostnicli rozdeleni z jcho jcdnorozniernych margi- nal. Ncjdfive delinujcme dvonroxmcrnc kopnlr a dvoiirozrncrno arr.himcdov- ske kopulc, ktcrc json jiz dobfe prozkoumany. Pojmy zde zavedene potoni pfcvadimc do vy.s.si dimonze. fi.csimc take problemy (jkolo viccrozmernych FreclieLovycli-Hoeirdiiigovyc:h inezi. Dale se zabyvame archimedovskymi ko- pulomi a poflTin'iikarni na archiinnrlovsky gciuM-ator. V zavern pracc definu- jeme jeste hierarcliicke archimedovske kopule. Vzhlcdem k tomu, zc pro- blematika vicerozmernych kopnli se vice rozvijela az v devadesatych letech minuleho stoleti. json v praci obsazeiry i nekterc velmi niocicrni vyslodky. Klicova slova: vicerozmerne kopnlc, archilncdovske kopulc, archimedovsky generator, Sklarova veta, hierarcliicke archimedovskc kopule Title: Multivariatc copulas Author: Ceiiek Jirsak Department: Department of Probability and Mathematical Statistics, MFF UK Supervisor: Mgr. Zdcnek Hlavka, Ph.D...

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/16991

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Academic theses (ETDs) > Bachelor's theses